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Currency Carry Trade Regimes: Beyond the Fama Regression · Study

ReportCurrency Carry Trade Regimes: Beyond the Fama Regression

Richard H. Clarida2009

OA

Reportgreen2009

Currency Carry Trade Regimes: Beyond the Fama Regression

Richard H. Clarida · Josh Davis · Niels Pedersen

52 citations·0/0 files stored·National Bureau of Economic Research

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Global Financial Crisis and Policies

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References

1984Forward and spot exchange rates 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1996The forward discount anomaly and the risk premium: A survey of recent evidence 1990Anomalies: Foreign Exchange 2002A Simple Framework for International Monetary Policy Analysis 2008Carry Trades and Currency Crashes 2008Carry Trades and Currency Crashes 2014Crash-neutral currency carry trades

Cited by

2017Common Macro Factors and Currency Premia 2015Can implied volatility predict returns on the currency carry trade?2010Currency Carry Trades 2012Determinants of carry trades in Central and Eastern Europe 2016Carry Trades and Exchange Rate Volatility: A TVAR Approach 2010Why are Real Interest Rates in New Zealand so High? Evidence and Drivers

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2014Forward and Spot Exchange Rates in a Multi-currency Worldreport · 9 shared references 2018Forward and Spot Exchange Rates in a Multi-Currency World*article · 8 shared references 2008Rare Disasters and Exchange Ratesreport · 8 shared references 2013Exchange Rates and Interest Parityreport · 8 shared references 2016New Evidence on the Forward Premium Puzzlearticle · 8 shared references 2010Speculative capital and currency carry tradesarticle · 7 shared references

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Year2009

Typereport

Published2009-11-01

VenueNational Bureau of Economic Research

Languageen

Citations52

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.3386/w15523

openalex_workW2015492003

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